scientific article; zbMATH DE number 4199387

MaRDI QIDQ3350574zbMATH OpenFDO

Authors

Publication date 1989

zbMATH Keywords

kurtosisskewnessmodel checkingautoregressive processesautoregressive time seriesestimation residualsGaussian time seriesTests for departures from normalitytests for nonnormality

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(11)

• Behaviour of skewness, kurtosis and normality tests in long memory data
• Testing for parameter constancy in non-Gaussian time series
• A SIMPLE TEST OF NORMALITY FOR TIME SERIES
• Studentized autoregressive time series residuals
• Testing normality in the time series of EMP indices: an application and power-comparison of alternative tests
• A divergence test for autoregressive time series models
• Testing Normality for Linear AR(p) Models
• Testing normality in autoregressive models
• Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality
• Measures of multivariate skewness and kurtosis for tests of nonnormality
• A new test for normality in linear autoregressive models

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